I've bought, sold, and traded lots of guns over the last few years and never had a problem, Richard. I believe most of those have been transactions with people I "knew" from the various forums. Most of us seem to have membership in several forums, and I always check the Yellow Forum BOI first. I recently had one deal that I backed out of because of bad feedback on the BOI, and even then I gave my trading partner the option of sending me his gun before I shipped mine. He declined, with much bad mouthing of the BOI. Next thing I know, he's all over the forums as a scammer. That said, I've found the vast majority of air gunners are pretty honest, in literally dozens of transactions I've never been burned. A certain amount of faith in our fellow man is a necessity in transactions like these :-). However, if the deal doesn't feel right, go with your gut and call it off. And by the way, if he isn't willing to accept Ebay and forum references, he needs to stick to face to face transactions.
Is your potential trading partner a forum member, either here or elsewhere? If there's nothing like the BOI available, perhaps just asking on the forum if anyone has had any dealings with that particular individual will get some info. I've seen that done before, and it seems to work. I've never heard of anyone doing a third party exchange, although I'm sure you could find someone to be the middle man. But I suspect it will just about double shipping cost for both of you. If it's a high end trade that may not matter so much, but if it's a $150 Gamo, that could hurt. Sorry I couldn't help more, keep us posted on what you end up doing. Later.
Dave